Laplace transform asymptotics and large deviation principles for longest success runs in Bernoulli trials

DOI10.1017/jpr.2016.38zbMath1351.60030arXiv1507.02935OpenAlexW2964101441MaRDI QIDQ2836229

Xiangfeng Yang, Takis Konstantopoulos, Zhenxia Liu

Publication date: 9 December 2016

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.02935

zbMATH Keywords

Laplace transformlarge deviation principlerate functionconfidence intervalmoment generating functionlongest runFenchel-Legendre transformrunBernoulli trial

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Large deviations (60F10) Laplace transform (44A10)

Related Items (8)

On the Combinatorics of Placing Balls into Ordered Bins ⋮ Large deviations for longest runs in Markov chains ⋮ On longest consecutive patterns in Markov chains ⋮ Degenerate Laplace transform and degenerate gamma function ⋮ General large deviations of longest gaps in homogeneous Poisson processes ⋮ LARGE DEVIATIONS FOR THE LONGEST GAP IN POISSON PROCESSES ⋮ Unnamed Item ⋮ An improvement on the large deviations for longest runs in Markov chains

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